Denoising diffusions are state-of-the-art generative models exhibiting remarkable empirical performance. They work by diffusing the data distribution into a Gaussian distribution and then learning to reverse this noising process to obtain synthetic datapoints. The denoising diffusion relies on approximations of the logarithmic derivatives of the noised data densities using score matching. Such models can also be used to perform approximate posterior simulation when one can only sample from the prior and likelihood. We propose a unifying framework generalising this approach to a wide class of spaces and leading to an original extension of score matching. We illustrate the resulting models on various applications.

Even though dropout is a popular regularization technique, its theoretical properties are not fully understood. In this paper we study dropout regularization in extended generalized linear models based on double exponential families, for which the dispersion parameter can vary with the features. A theoretical analysis shows that dropout regularization prefers rare but important features in both the mean and dispersion, generalizing an earlier result for conventional generalized linear models. Training is performed using stochastic gradient descent with adaptive learning rate. To illustrate, we apply dropout to adaptive smoothing with B-splines, where both the mean and dispersion parameters are modelled flexibly. The important B-spline basis functions can be thought of as rare features, and we confirm in experiments that dropout is an effective form of regularization for mean and dispersion parameters that improves on a penalized maximum likelihood approach with an explicit smoothness penalty.

NUBO, short for Newcastle University Bayesian Optimisation, is a Bayesian optimisation framework for the optimisation of expensive-to-evaluate black-box functions, such as physical experiments and computer simulators. Bayesian optimisation is a cost-efficient optimisation strategy that uses surrogate modelling via Gaussian processes to represent an objective function and acquisition functions to guide the selection of candidate points to approximate the global optimum of the objective function. NUBO itself focuses on transparency and user experience to make Bayesian optimisation easily accessible to researchers from all disciplines. Clean and understandable code, precise references, and thorough documentation ensure transparency, while user experience is ensured by a modular and flexible design, easy-to-write syntax, and careful selection of Bayesian optimisation algorithms. NUBO allows users to tailor Bayesian optimisation to their specific problem by writing the optimisation loop themselves using the provided building blocks. It supports sequential single-point, parallel multi-point, and asynchronous optimisation of bounded, constrained, and/or mixed (discrete and continuous) parameter input spaces. Only algorithms and methods that are extensively tested and validated to perform well are included in NUBO. This ensures that the package remains compact and does not overwhelm the user with an unnecessarily large number of options. The package is written in Python but does not require expert knowledge of Python to optimise your simulators and experiments. NUBO is distributed as open-source software under the BSD 3-Clause licence.

We present an approach for safe motion planning under robot state and environment (obstacle and landmark location) uncertainties. To this end, we first develop an approach that accounts for the landmark uncertainties during robot localization. Existing planning approaches assume that the landmark locations are well known or are known with little uncertainty. However, this might not be true in practice. Noisy sensors and imperfect motions compound to the errors originating from the estimate of environment features. Moreover, possible occlusions and dynamic objects in the environment render imperfect landmark estimation. Consequently, not considering this uncertainty can wrongly localize the robot, leading to inefficient plans. Our approach thus incorporates the landmark uncertainty within the Bayes filter estimation framework. We also analyze the effect of considering this uncertainty and delineate the conditions under which it can be ignored. Second, we extend the state-of-the-art by computing an exact expression for the collision probability under Gaussian distributed robot motion, perception and obstacle location uncertainties. We formulate the collision probability process as a quadratic form in random variables. Under Gaussian distribution assumptions, an exact expression for collision probability is thus obtained which is computable in real-time. In contrast, existing approaches approximate the collision probability using upper-bounds that can lead to overly conservative estimate and thereby suboptimal plans. We demonstrate and evaluate our approach using a theoretical example and simulations. We also present a comparison of our approach to different state-of-the-art methods.

However, due to the limited recording capabilities Learning causal structure among event types from and storage capacities, retaining event's occurred times discrete-time event sequences is a particularly important with high-resolution is expensive or practically impossible in but challenging task. Existing methods, such many real-world applications, and we usually only can access as the multivariate Hawkes processes based methods, the corresponding discrete-time event sequences. For example, mostly boil down to learning the so-called in large wireless networks, the event sequences are usually Granger causality which assumes that the cause logged at a certain frequency by different devices whose event happens strictly prior to its effect event. Such time might not be accurately synchronized. As a result, lowresolution an assumption is often untenable beyond applications, discrete-time event sequences are obtained and the especially when dealing with discrete-time temporal precedence assumption will be frequently violated event sequences in low-resolution; and typical discrete in discrete-time event sequences, which raises a serious identifiability Hawkes processes mainly suffer from identifiability issue of causal discovery. For example, as shown issues raised by the instantaneous effect, in Figure 1, there are three event sequences produced by three i.e., the causal relationship that occurred simultaneously event types v

Language models often pre-train on large unsupervised text corpora, then fine-tune on additional task-specific data. However, typical fine-tuning schemes do not prioritize the examples that they tune on. We show that, if you can prioritize informative training data, you can achieve better performance while using fewer labels. To do this we augment a language model with an epinet: a small additional network that helps to estimate model uncertainty and forms an \textit{epistemic neural network} (ENN). ENNs are neural networks that can know what they don't know. Using an epinet to prioritize uncertain data, we can fine-tune BERT on GLUE tasks to the same performance while using 2x less data than training without prioritization. We also investigate performance in synthetic neural network generative models designed to build understanding. In each setting, using an epinet outperforms heuristic active learning schemes.

Reconstructing semantic 3D building models at the level of detail (LoD) 3 is a long-standing challenge. Unlike mesh-based models, they require watertight geometry and object-wise semantics at the fa\c{c}ade level. The principal challenge of such demanding semantic 3D reconstruction is reliable fa\c{c}ade-level semantic segmentation of 3D input data. We present a novel method, called Scan2LoD3, that accurately reconstructs semantic LoD3 building models by improving fa\c{c}ade-level semantic 3D segmentation. To this end, we leverage laser physics and 3D building model priors to probabilistically identify model conflicts. These probabilistic physical conflicts propose locations of model openings: Their final semantics and shapes are inferred in a Bayesian network fusing multimodal probabilistic maps of conflicts, 3D point clouds, and 2D images. To fulfill demanding LoD3 requirements, we use the estimated shapes to cut openings in 3D building priors and fit semantic 3D objects from a library of fa\c{c}ade objects. Extensive experiments on the TUM city campus datasets demonstrate the superior performance of the proposed Scan2LoD3 over the state-of-the-art methods in fa\c{c}ade-level detection, semantic segmentation, and LoD3 building model reconstruction. We believe our method can foster the development of probability-driven semantic 3D reconstruction at LoD3 since not only the high-definition reconstruction but also reconstruction confidence becomes pivotal for various applications such as autonomous driving and urban simulations.

Likelihood-free inference methods typically make use of a distance between simulated and real data. A common example is the maximum mean discrepancy (MMD), which has previously been used for approximate Bayesian computation, minimum distance estimation, generalised Bayesian inference, and within the nonparametric learning framework. The MMD is commonly estimated at a root-$m$ rate, where $m$ is the number of simulated samples. This can lead to significant computational challenges since a large $m$ is required to obtain an accurate estimate, which is crucial for parameter estimation. In this paper, we propose a novel estimator for the MMD with significantly improved sample complexity. The estimator is particularly well suited for computationally expensive smooth simulators with low- to mid-dimensional inputs. This claim is supported through both theoretical results and an extensive simulation study on benchmark simulators.

We study a double robust Bayesian inference procedure on the average treatment effect (ATE) under unconfoundedness. Our robust Bayesian approach involves two adjustment steps: first, we make a correction for prior distributions of the conditional mean function; second, we introduce a recentering term on the posterior distribution of the resulting ATE. We prove asymptotic equivalence of our Bayesian estimator and double robust frequentist estimators by establishing a new semiparametric Bernstein-von Mises theorem under double robustness; i.e., the lack of smoothness of conditional mean functions can be compensated by high regularity of the propensity score and vice versa. Consequently, the resulting Bayesian point estimator internalizes the bias correction as the frequentist-type doubly robust estimator, and the Bayesian credible sets form confidence intervals with asymptotically exact coverage probability. In simulations, we find that this robust Bayesian procedure leads to significant bias reduction of point estimation and accurate coverage of confidence intervals, especially when the dimensionality of covariates is large relative to the sample size and the underlying functions become complex. We illustrate our method in an application to the National Supported Work Demonstration.

Reinforcement learning on high-dimensional and complex problems relies on abstraction for improved efficiency and generalization. In this paper, we study abstraction in the continuous-control setting, and extend the definition of MDP homomorphisms to the setting of continuous state and action spaces. We derive a policy gradient theorem on the abstract MDP for both stochastic and deterministic policies. Our policy gradient results allow for leveraging approximate symmetries of the environment for policy optimization. Based on these theorems, we propose a family of actor-critic algorithms that are able to learn the policy and the MDP homomorphism map simultaneously, using the lax bisimulation metric. Finally, we introduce a series of environments with continuous symmetries to further demonstrate the ability of our algorithm for action abstraction in the presence of such symmetries. We demonstrate the effectiveness of our method on our environments, as well as on challenging visual control tasks from the DeepMind Control Suite. Our method's ability to utilize MDP homomorphisms for representation learning leads to improved performance, and the visualizations of the latent space clearly demonstrate the structure of the learned abstraction.